Dr. Achal Lama

Name

Dr. Achal Lama

Completed
  • Parameter estimation of time series models using Bayesian technique (PI).
E-mail

achal.lama@icar.gov.in

Designation

Scientist

Awards
  • Junior Research Fellowship (ICAR-JRF, 2011)
  • University Merit Scholarship (2007-2011) of Bidhan Chandra Krishi Viswavidyalaya
Articles
  • Lama, A., Jha, G.K., Paul, R.K. and Gurung, B. (2015). Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models. Agricultural Economics Research Review, 28 (1), 73-82.
  • Lama, A., Jha, G.K., Gurung, B., Paul, R.K., Bharadwaj, A. and Parsad, R. (2016). A Comparative Study on Time-delay Neural Network and GARCH Models for Forecasting Agricultural Commodity Price Volatility. Journal of the Indian Society of Agricultural Statistics, 70 (1), 7-18.
  • Lama, A., Jha, G.K., Gurung, B., Paul,R.K. and Sinha, K. (2016). VAR-MGARCH Models for Volatility Modelling of Pulses Prices: An Application. Journal of the Indian Society of Agricultural Statistics, 70 (2), 145-151.
  • Gurung, B., Paul, R.K., Singh, K.N., Panwar, S., Lama, A. and Lepcha, L. (2016). An alternative approach to capture cyclical and volatile phenomena in time-series data. Model Assisted Statistics and Applications, 11(3), 221-230.
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